Financial Forecasting on Exchange-rate 5 rolling-origin windows GPT-5.2 (test)
4.214Sharpe Ratio
TimesNet multivariate Student-T
Updated 6d ago
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| 4.214 | 0.0121 | ||
| 2.78 | 0.0141 | ||
| 0.748 | 0.0163 | ||
| 0.697 | 0.0185 | ||
2026.03 | 0.395 | 0.0125 | |
2026.03 | 0.17 | - | |
2026.03 | 0.16 | - | |
2026.03 | 0.121 | - | |
| 0.077 | 0.016 | ||
| 0.05 | 0.011 |